Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66305.4604 | 7343.6398 | 58961.8205 | 35492.9357 | 8480.4263 | 27012.5094 |
Total P&L (%) | 66.3055 | 7.3436 | 58.9618 | 35.4929 | 8.4804 | 27.0125 |
Avg Daily Profit (%) | 0.2546 | 0.0282 | 0.2264 | 0.1167 | 0.0313 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63573 | -26587 | -66239 | -118259 | -39152 | -119014 |
Profit Factor | 1.3275 | 1.0975 | 1.4638 | 1.1198 | 1.0897 | 1.1338 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 69.2308 | 66.6667 | 71.7391 | 69.2308 | 66.6667 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.59 | 0.5488 | 0.5766 | 0.4977 | 0.5449 | 0.4467 |
Largest Winning Trade | 20538 | 8744 | 20538 | 24865 | 12665 | 24865 |
Largest Losing Trade | -46357 | -17585 | -46357 | -78936 | -26960 | -78936 |
Avg Bars in Trades | 268 | 171 | 362 | 268 | 171 | 362 |
Avg Bars in Winners | 153 | 108 | 194 | 153 | 108 | 194 |
Avg Bars in Losers | 526 | 298 | 790 | 526 | 298 | 790 |
Bars Traded | 24419 | 7730 | 16689 | 24419 | 7730 | 16689 |
Profit Streak | 3.9396 | 14.148 | 3.9396 | 3.9396 | 14.148 | 3.9396 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312933 | -433583 | 295530 | -128009 | -438070 | -147003 |
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{ "first_band": { "type": "zlma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 101, "offset": 240 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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